The invention discloses preparation and application of an in-situ loaded selenium-doped molybdenum disulfide/transition metal boride nanomaterial, and belongs to the technical field of synthesis of electrocatalytic materials. The preparation process of the nanomaterial comprises the following steps that (1) a carbon cloth is ultrasonically treated in acetone, ethanol and ultrapure water for 10 minutes separately for use; (2) molybdenum salt and a sulfur source are dissolved in ultrapure water in proportion, and stirring is conducted until the molybdenum salt and the sulfur source are uniformly mixed; (3) the uniform solution is transferred into a reaction kettle, the carbon cloth is placed in, and after the state is kept for 12 hours at 180 DEG C, the carbon cloth is taken out, sequentially washed with ethanol and ultrapure water thoroughly and dried; (4) the carbon cloth in (3) reacts with transition metal salt and sodium borohydride; (5) the carbon cloth obtained in (4) and selenium powder are treated at low temperature in different proportions. The obtained catalyst material shows excellent electrocatalytic performance and is simple in preparation process, low in cost and suitable for mass production.